private void ProcessPosition(OEC.API.Position position)
{
if (position == null)
{
throw new ArgumentNullException(nameof(position));
}
SendOutMessage(this
.CreatePositionChangeMessage(
position.Account.Name,
new SecurityId
{
SecurityCode = position.Contract.Symbol,
BoardCode = position.Contract.Exchange.Name,
}
)
.TryAdd(PositionChangeTypes.BeginValue, (decimal)position.Prev.Volume)
.TryAdd(PositionChangeTypes.CurrentValue, position.ContractSize.ToDecimal())
.TryAdd(PositionChangeTypes.CurrentPrice, position.CurrencyCostBasis.ToDecimal())
.TryAdd(PositionChangeTypes.RealizedPnL, position.CurrencyNetGain.ToDecimal())
.TryAdd(PositionChangeTypes.UnrealizedPnL, position.CurrencyOTE.ToDecimal())
.TryAdd(PositionChangeTypes.Commission, position.OpenCommissions.ToDecimal() + position.RealizedCommissions.ToDecimal())
.TryAdd(PositionChangeTypes.VariationMargin, position.InitialMargin.ToDecimal())
.TryAdd(PositionChangeTypes.AveragePrice, position.Net.Price.ToDecimal()));
}
private void SessionOnDetailedPositionChanged(OEC.API.Account account, OEC.API.Position position)
{
ProcessPosition(position);
}
